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TLHIX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TLHIX and SCHD is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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Performance

TLHIX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%OctoberNovemberDecember2025FebruaryMarch
3.29%
3.91%
TLHIX
SCHD

Key characteristics

Sharpe Ratio

TLHIX:

1.39

SCHD:

1.23

Sortino Ratio

TLHIX:

1.95

SCHD:

1.81

Omega Ratio

TLHIX:

1.25

SCHD:

1.21

Calmar Ratio

TLHIX:

2.59

SCHD:

1.78

Martin Ratio

TLHIX:

7.45

SCHD:

4.48

Ulcer Index

TLHIX:

1.44%

SCHD:

3.15%

Daily Std Dev

TLHIX:

7.76%

SCHD:

11.52%

Max Drawdown

TLHIX:

-23.86%

SCHD:

-33.37%

Current Drawdown

TLHIX:

-1.44%

SCHD:

-2.93%

Returns By Period

In the year-to-date period, TLHIX achieves a 2.24% return, which is significantly lower than SCHD's 3.95% return. Over the past 10 years, TLHIX has underperformed SCHD with an annualized return of 7.13%, while SCHD has yielded a comparatively higher 11.52% annualized return.


TLHIX

YTD

2.24%

1M

0.00%

6M

2.22%

1Y

9.67%

5Y*

7.47%

10Y*

7.13%

SCHD

YTD

3.95%

1M

2.05%

6M

2.64%

1Y

13.07%

5Y*

13.18%

10Y*

11.52%

*Annualized

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TLHIX vs. SCHD - Expense Ratio Comparison

TLHIX has a 0.10% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for TLHIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

TLHIX vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TLHIX
The Risk-Adjusted Performance Rank of TLHIX is 8181
Overall Rank
The Sharpe Ratio Rank of TLHIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TLHIX is 7878
Sortino Ratio Rank
The Omega Ratio Rank of TLHIX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TLHIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of TLHIX is 8484
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 6060
Overall Rank
The Sharpe Ratio Rank of SCHD is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6767
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TLHIX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for TLHIX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.001.391.23
The chart of Sortino ratio for TLHIX, currently valued at 1.95, compared to the broader market0.002.004.006.008.0010.001.951.81
The chart of Omega ratio for TLHIX, currently valued at 1.25, compared to the broader market1.002.003.001.251.21
The chart of Calmar ratio for TLHIX, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.591.78
The chart of Martin ratio for TLHIX, currently valued at 7.45, compared to the broader market0.0020.0040.0060.0080.007.454.48
TLHIX
SCHD

The current TLHIX Sharpe Ratio is 1.39, which is comparable to the SCHD Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of TLHIX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
1.39
1.23
TLHIX
SCHD

Dividends

TLHIX vs. SCHD - Dividend Comparison

TLHIX's dividend yield for the trailing twelve months is around 2.58%, less than SCHD's 3.50% yield.


TTM20242023202220212020201920182017201620152014
TLHIX
TIAA-CREF Lifecycle Index 2030 Fund
2.58%2.63%2.31%2.21%1.92%1.71%2.15%2.41%1.89%2.05%2.15%2.13%
SCHD
Schwab US Dividend Equity ETF
3.50%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

TLHIX vs. SCHD - Drawdown Comparison

The maximum TLHIX drawdown since its inception was -23.86%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TLHIX and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-1.44%
-2.93%
TLHIX
SCHD

Volatility

TLHIX vs. SCHD - Volatility Comparison

The current volatility for TIAA-CREF Lifecycle Index 2030 Fund (TLHIX) is 2.16%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.00%. This indicates that TLHIX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2025FebruaryMarch
2.16%
3.00%
TLHIX
SCHD